It looks like the agent is up and running but nothing shows up on my machine

This is correct behaviour. The agent is a headless java process that does not have a UI so you will not see anything on your machine.

The installation flow is that you download the Agent by logging in to www.knowi.com with your user/password. After you install and start you agent on your local machine, you should be able to create datasource and query using the same web portal www.knowi.com and the same user as the one you use to download the Agent